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"Solving non-linear portfolio optimization problems with the primal-dual ..."
Jacek Gondzio, Andreas Grothey (2007)
- Jacek Gondzio
, Andreas Grothey:
Solving non-linear portfolio optimization problems with the primal-dual interior point method. Eur. J. Oper. Res. 181(3): 1019-1029 (2007)
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